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REMINISCES OF LEHMAN BROTHERS FIXED INCOME RESEARCH 1995

My first job was at Lehman Brothers Fixed Income Research in Andy Morton’s group. I was hard-working and naive about what was required then for vertical ascent. I came with mathematical background but untrained in science and I spent my time coding. My perspective has matured regarding science since, so now I realize the hard work of getting nature to follow the quantitative models now attempting to get a static Einstein universe to produce the CMB anisotropy. What is clear is that the hard part of numerical work remains as much drudgery as I had in the trading floor of Lehman, 13 hours in the neon light punctuated by dark skies. What has not changed when making Octave models for CMB anisotropy (as opposed to the derivative pricing models) is that the annoyance of the coding problems is dwarfed by the difficulty of producing a model that can fit the observed anisotropy. Tonight, I can’t solve the problem: find a distribution of point masses on a three-sphere such that the gravitational redshifts alone may reproduce the anisotropy. So much for the coding problem.